This simple script decomposes the value of the Average True Range into a bullish component and a bearish component .
The script supports two plotting methods; Mirrored and Two Lines . If Mirrored is chosen, the indicator plots the bullish component as a positive number, and the bearish component as a negative number. If Two Lines is chosen, the indicator...
Mean reversion component experiment - Mean Momentum Reversion "MmRev"
Using momentum extremes and directional decay to detect areas of strong reactiveness and possible trend reversions
No adaptable settings for now , default settings most suited for 15min-1h
For obvious reasons parabolic legs and extreme trends produce handful off false positives
It's nice to quickly be able to set the backtesting period when writing strategies.
To make this process faster I wrote a simple 'component'.
So this is not a strategy but rather code you can plug-into your strategy and use
if you need that specific functionality.
Then it's just a matter of selecting which dates you want to backtest.
You can also...